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Advanced Trading System ===================================== Scala based trading system. The system aims to evaluate calculations based on downstream data (Ticks) producing decisions based on aggregated data. Basic flow: # Tick # Candles aggregation ## If intra-candle tick -> Update metrics with the tick ## Else update metrics with new candle # Evaluate decisions rules based on current tick and metrics # Push decisions for further evaluation (accounting) # Estimate VaR # Execute trading decision -> E*Trade API
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